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V-Lab

Cirata PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:76.49% (-0.47%)
Analysis last updated: Saturday, February 7, 2026 at 01:15 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cirata PLC S0GARCH
paramt-stat
ω0.96923.36
α0.17654.84
β0.51375.82
γ10.93802.86
γ2-0.9979-2.19
γ3-0.4526-1.28
γ41.03672.63
γ5-0.9437-1.63
γ60.64230.89
γ7-0.0766-0.12
γ8-0.3495-0.69
γ90.22630.54
Estimation Period:
Jun 5, 2012 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts